Software
This class will involve a number of computational homework assignments. These can be completed in a variety of different programming languages. I recommend that you use python or Julia to complete the assignments, but it is also possible to use R.
Guide to Base Languages:
- Python
scipy.linalg is a useful package for linear algebra in python
CVXPY is the implementation of the CVX package in python
pytorch is a package for neural networks in python
- Julia
CONVEX.jl is the implementation of the CVX package in Julia
torch.jl provides torch functionality for deep learning in julia.
flux.jl is another good option for deep learning.
- R
CVXR is the implementation of the CVX package in R.
torch for R Can be used to implement neural networks in R